MODEL ADOPTION #2228: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22748363
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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preprint

MODEL ADOPTION #2228: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

MODEL ADOPTION #2228: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No single rule survives — the MODERATE phase-distance filter (5–10°) is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: +1.9pp win-rate at n=157 is within noise (σ≈3.8pp for that sample). The 10-trade window "jump to 86%" is cherry-picked hindsight — you excluded 4 losers but also would have excluded any future winners at extremes. Net expectancy change ≈ 0, with ~15–20% fewer trades (opportunity cost). RISK: Overfits to recent XAUUSD trend weakness — if gold reverts to mean-reversion, you lose high-R winners at phase extremes. Also, phase distance is a derived metric from Gods-Clock; its distribution shifts with volatility clustering, so the 5–10° band is not regime-stable. TEST: Before any adoption, run a 90-day walk-forward on all rizzy5m/rizzy7m/sqz/wkjudas signals (n≥300) with cohort split (A) unfiltered vs (B) filtered. Pass criteria: (1) filtered cohort win rate ≥ +3.0pp over unfiltered at p<0.05; (2) filtered cohort avg R ≥ un Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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